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Numerical solution of stochastic differential equations by second order Runge–Kutta methods

M. Khodabin, K. Maleknejad, M. Rostami, M. Nouri

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Source: Crossref

Published: May 1, 2011

DOI: 10.1016/j.mcm.2011.01.018

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Numerical solution of stochastic differential equations by second order Runge–Kutta methods — Mathematical Frontier Network